+336.6%
FERG vs MDB
+912.7%
-576.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.8% |
| 7D | +9.7% | +6.8% | +2.9% | +9.2% |
| 30D | +15.0% | -6.2% | +21.2% | +15.4% |
| 3M | +3.8% | -29.2% | +33.0% | +6.0% |
| 6M | +10.6% | +10.3% | +0.3% | +8.3% |
| YTD | +17.0% | -20.4% | +37.3% | +16.8% |
| 1Y | +7.1% | -4.8% | +11.9% | +5.1% |
| 3Y | +67.7% | -11.6% | +79.3% | +60.6% |
| 5Y | +76.4% | -41.0% | +117.5% | +63.4% |
| All | +336.6% | +912.7% | -576.2% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling